+297.0%
MXL vs SARO
-7.8%
+304.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.9% | -13.0% | -11.7% |
| 7D | -24.3% | +15.8% | -40.1% | -28.6% |
| 30D | -46.1% | +22.2% | -68.3% | -50.4% |
| 3M | -21.8% | -16.2% | -5.6% | -15.1% |
| 6M | -27.2% | +4.6% | -31.8% | -27.6% |
| YTD | +226.2% | -10.4% | +236.5% | +231.9% |
| 1Y | +297.0% | -6.5% | +303.5% | +292.6% |
| All | +297.0% | -7.8% | +304.8% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling